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lukesonnet / KRLS

R package for machine learning technique to fit flexible, interpretable functional forms for continuous and binary outcomes.
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Compare golden search with optimize for KRLS and KRlogit #6

Open lukesonnet opened 7 years ago

lukesonnet commented 7 years ago

First compare golden search for KRLS with optimize. If golden search works considerably better, build it for KRlogit. If golden search is no better than or worse than KRlogit, replace golden search with optimize as the default but keep it as a legacy option.